indexes also play an important role in active management as they serve as benchmarks. The case of multi-asset classes is more …

Active Management, this paper describes a method to identify such points. We construct a Chow-Test for the identification of … achieve, yet represents a necessity for active management. Typically, 30 days worth of data are required to conduct …

during the crisis period or even greater, than at precrisis period. This fact conflicts with right active management strategy …